Differentiator Product
QL Fill Lab
Institutions pay TCA desks to grade every fill. Your broker will never show you this. Paste your fills and Fill Lab benchmarks each one against that day's session — where in the range you transacted, what you paid versus VWAP in basis points, whether you chase entries and panic exits, and the dollar bill your execution quietly runs up before any idea can pay you.
🔒 Stateless — your fills are graded in memory and never stored
Import your fills CSV paste or file — headers auto-detected
Waiting for data
Required: date, ticker, side (buy/sell), price — the actual unadjusted fill price from your broker. Optional: qty / shares (prices the drag in dollars). Minimum 10 fills, up to 40 distinct tickers. Fills are matched to that day's real session bar; anything that can't be matched is reported, never guessed.
Fix First
The TCA Verdict benchmarked against the day's session and VWAP
Your Five Most Expensive Fills slippage vs day VWAP
Where It Bleeds execution cost by ticker (needs qty)
QL Fill Lab is diagnostic research, not investment advice or an execution-quality certification. Benchmarks use the day's unadjusted session bar and volume-weighted average price; the random-fill baseline assumes a uniform position in the day's range (~50 placement). Intraday timestamps are not required and not used. Nothing you import is stored, logged, or used for any other purpose — fills are graded in memory and the report is returned. If your broker exports split-adjusted prices, fills around split dates may be flagged as off-session rather than mis-graded.